Janus Henderson Group plc

10/29/2020 | Press release | Distributed by Public on 10/29/2020 04:47

8-K

INVESTMENT PERFORMANCE

% of AUM outperforming benchmark (at 30 September 2020)

Capability

1 year

3 years

5 years

Equities

38

%

53

%

71

%

Fixed Income

88

%

92

%

97

%

Quantitative Equities

64

%

8

%

8

%

Multi-Asset

93

%

93

%

95

%

Alternatives

97

%

97

%

100

%

Total

58

%

61

%

73

%

Outperformance is measured based on composite performance gross of fees vs primary benchmark, except where a strategy has no benchmark index or corresponding composite in which case the most relevant metric is used: (1) composite gross of fees vs zero for absolute return strategies, (2) fund net of fees vs primary index or (3) fund net of fees vs Morningstar peer group average or median. Non-discretionary and separately managed account assets are included with a corresponding composite where applicable.

Cash management vehicles, ETFs, Managed CDOs, Private Equity funds and custom non-discretionary accounts with no corresponding composite are excluded from the analysis. Excluded assets represent 5% of AUM as at 30 September 2020. Capabilities defined by Janus Henderson.

% of mutual fund AUM in top 2 Morningstar quartiles (at 30 September 2020)

Capability

1 year

3 years

5 years

Equities

60

%

68

%

76

%

Fixed Income

76

%

78

%

72

%

Quantitative Equities

4

%

30

%

4

%

Multi-Asset

91

%

92

%

92

%

Alternatives

100

%

100

%

100

%

Total

68

%

74

%

78

%

Includes Janus Investment Fund, Janus Aspen Series and Clayton Street Trust (US Trusts), Janus Henderson Capital Funds (Dublin based), Dublin and UK OEIC and Investment Trusts, Luxembourg SICAVs and Australian Managed Investment Schemes. The top two Morningstar quartiles represent funds in the top half of their category based on total return. On an asset-weighted basis, 82%, 82%, 86%, 86% and 88% of total mutual fund AUM were in the top 2 Morningstar quartiles for the 10-year periods ended 30 September 2019, 31 December 2019, 31 March 2020, 30 June 2020 and 30 September 2020, respectively. For the 1-, 3-, 5- and 10-year periods ending 30 September 2020, 58%, 62%, 58% and 69% of the 201, 193, 184 and 147 total mutual funds, respectively, were in the top 2 Morningstar quartiles.

Analysis based on 'primary' share class (Class I Shares, Institutional Shares or share class with longest history for US Trusts; Class A Shares or share class with longest history for Dublin based; primary share class as defined by Morningstar for other funds). Performance may vary by share class. Rankings may be based, in part, on the performance of a predecessor fund or share class and are calculated by Morningstar using a methodology that differs from that used by Janus Henderson. Methodology differences may have a material effect on the return and therefore the ranking. When an expense waiver is in effect, it may have a material effect on the total return, and therefore the ranking for the period.

ETFs and funds not ranked by Morningstar are excluded from the analysis. Capabilities defined by Janus Henderson. © 2020 Morningstar, Inc. All Rights Reserved.

FOURTH QUARTER AND FULL-YEAR 2020 RESULTS

Janus Henderson intends to publish its fourth quarter and full-year 2020 results on 4 February 2021.